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Content
2024
- 2408.12839 Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
by Tobias Wand & Oliver Kamps & Hiroshi Iyetomi
- 2408.12577 A nested nonparametric logit model for microtransit revenue management supplemented with citywide synthetic data
by Xiyuan Ren & Joseph Y. J. Chow & Venktesh Pandey & Linfei Yuan
- 2408.12553 Dynamic Pricing for Real Estate
by Lev Razumovskiy & Mariya Gerasimova & Nikolay Karenin
- 2408.12446 EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
by Parvin Malekzadeh & Zissis Poulos & Jacky Chen & Zeyu Wang & Konstantinos N. Plataniotis
- 2408.12338 Making intellectual property rights work for climate technology transfer and innovation in developing countries
by Su Jung Jee & Kerstin Hotte & Caoimhe Ring & Robert Burrell
- 2408.12286 Momentum Informed Inflation-at-Risk
by Tibor Szendrei & Arnab Bhattacharjee
- 2408.12225 Fair Combinatorial Auction for Blockchain Trade Intents: Being Fair without Knowing What is Fair
by Andrea Canidio & Felix Henneke
- 2408.12210 Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
by Cameron Cornell & Lewis Mitchell & Matthew Roughan
- 2408.12115 Cross-border Commodity Pricing Strategy Optimization via Mixed Neural Network for Time Series Analysis
by Lijuan Wang & Yijia Hu & Yan Zhou
- 2408.12038 Empirical Equilibria in Agent-based Economic systems with Learning agents
by Kshama Dwarakanath & Svitlana Vyetrenko & Tucker Balch
- 2408.12014 An Econometric Analysis of Large Flexible Cryptocurrency-mining Consumers in Electricity Markets
by Subir Majumder & Ignacio Aravena & Le Xie
- 2408.12001 Rank-Guaranteed Auctions
by Wei He & Jiangtao Li & Weijie Zhong
- 2408.11970 Rooftop and Community Solar Adoption with Income Heterogeneity
by Swapnil Rayal & Apurva Jain & Matthew Lorig
- 2408.11967 Valuing an Engagement Surface using a Large Scale Dynamic Causal Model
by Abhimanyu Mukerji & Sushant More & Ashwin Viswanathan Kannan & Lakshmi Ravi & Hua Chen & Naman Kohli & Chris Khawand & Dinesh Mandalapu
- 2408.11951 SPORTSCausal: Spill-Over Time Series Causal Inference
by Carol Liu
- 2408.11878 Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
by Jimin Huang & Mengxi Xiao & Dong Li & Zihao Jiang & Yuzhe Yang & Yifei Zhang & Lingfei Qian & Yan Wang & Xueqing Peng & Yang Ren & Ruoyu Xiang & Zhengyu Chen & Xiao Zhang & Yueru He & Weiguang Han & Shunian Chen & Lihang Shen & Daniel Kim & Yangyang Yu & Yupeng Cao & Zhiyang Deng & Haohang Li & Duanyu Feng & Yongfu Dai & VijayaSai Somasundaram & Peng Lu & Guojun Xiong & Zhiwei Liu & Zheheng Luo & Zhiyuan Yao & Ruey-Ling Weng & Meikang Qiu & Kaleb E Smith & Honghai Yu & Yanzhao Lai & Min Peng & Jian-Yun Nie & Jordan W. Suchow & Xiao-Yang Liu & Benyou Wang & Alejandro Lopez-Lira & Qianqian Xie & Sophia Ananiadou & Junichi Tsujii
- 2408.11859 Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
by Sina Montazeri & Haseebullah Jumakhan & Sonia Abrasiabian & Amir Mirzaeinia
- 2408.11773 Deviations from the Nash equilibrium and emergence of tacit collusion in a two-player optimal execution game with reinforcement learning
by Fabrizio Lillo & Andrea Macr`i
- 2408.11759 Dynamical analysis of financial stocks network: improving forecasting using network properties
by Ixandra Achitouv
- 2408.11740 Less is more: AI Decision-Making using Dynamic Deep Neural Networks for Short-Term Stock Index Prediction
by CJ Finnegan & James F. McCann & Salissou Moutari
- 2408.11739 Network-based diversification of stock and cryptocurrency portfolios
by Dimitar Kitanovski & Igor Mishkovski & Viktor Stojkoski & Miroslav Mirchev
- 2408.11676 Actually, There is No Rotational Indeterminacy in the Approximate Factor Model
by Philipp Gersing
- 2408.11621 Robust Bayes Treatment Choice with Partial Identification
by Andr'es Aradillas Fern'andez & Jos'e Luis Montiel Olea & Chen Qiu & Jorg Stoye & Serdil Tinda
- 2408.11600 A Novel {\delta}-SBM-OPA Approach for Policy-Driven Analysis of Carbon Emission Efficiency under Uncertainty in the Chinese Industrial Sector
by Shutian Cui & Renlong Wang
- 2408.11519 Towards an Inclusive Approach to Corporate Social Responsibility (CSR) in Morocco: CGEM's Commitment
by Gnaoui Imane & Moutahaddib Aziz
- 2408.11504 Von Neumann's minimax theorem through Fourier-Motzkin elimination
by Mark Voorneveld
- 2408.11445 Verifying Approximate Equilibrium in Auctions
by Fabian R. Pieroth & Tuomas Sandholm
- 2408.11362 A Theory of Recommendations
by Jean-Michel Benkert & Armin Schmutzler
- 2408.11257 A case study on different one-factor Cheyette models for short maturity caplet calibration
by Arun Kumar Polala & Bernhard Hientzsch
- 2408.11255 MEV Capture and Decentralization in Execution Tickets
by Jonah Burian & Davide Crapis & Fahad Saleh
- 2408.11224 Optimal Guarantees for Online Selection Over Time
by Sebastian Perez-Salazar & Victor Verdugo
- 2408.11199 Institutions of public judgment established by social contract and taxation
by Taylor A. Kessinger & Joshua B. Plotkin
- 2408.11193 Inference with Many Weak Instruments and Heterogeneity
by Luther Yap
- 2408.11146 Swim till You Sink: Computing the Limit of a Game
by Rashida Hakim & Jason Milionis & Christos Papadimitriou & Georgios Piliouras
- 2408.10825 Conditional nonparametric variable screening by neural factor regression
by Jianqing Fan & Weining Wang & Yue Zhao
- 2408.10785 Hedging in Jump Diffusion Model with Transaction Costs
by Hamidreza Maleki Almani & Foad Shokrollahi & Tommi Sottinen
- 2408.10686 Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
by Wenjie Wang & Yichong Zhang
- 2408.10509 Continuous difference-in-differences with double/debiased machine learning
by Lucas Zhang
- 2408.10391 Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy
by Kshama Dwarakanath & Jialin Dong & Svitlana Vyetrenko
- 2408.10368 Deep-MacroFin: Informed Equilibrium Neural Network for Continuous Time Economic Models
by Yuntao Wu & Jiayuan Guo & Goutham Gopalakrishna & Zisis Poulos
- 2408.10359 How Small is Big Enough? Open Labeled Datasets and the Development of Deep Learning
by Daniel Souza & Aldo Geuna & Jeff Rodr'iguez
- 2408.10340 Can an unsupervised clustering algorithm reproduce a categorization system?
by Nathalia Castellanos & Dhruv Desai & Sebastian Frank & Stefano Pasquali & Dhagash Mehta
- 2408.10279 A new measure of risk using Fourier analysis
by Michael Grabinski & Galiya Klinkova
- 2408.10255 Large Investment Model
by Jian Guo & Heung-Yeung Shum
- 2408.10184 Participatory Mapping of Local Green Hydrogen Cost-Potentials in Sub-Saharan Africa
by C. Winkler & H. Heinrichs & S. Ishmam & B. Bayat & A. Lahnaoui & S. Agbo & E. U. Pe~na Sanchez & D. Franzmann & N. Oijeabou & C. Koerner & Y. Michael & B. Oloruntoba & C. Montzka & H. Vereecken & H. Hendricks Franssen & J. Brendt & S. Brauner & W. Kuckshinrichs & S. Venghaus & D. Kone & B. Korgo & K. Ogunjobi & J. Olwoch & V. Chiteculo & Z. Getenga & J. Lin{ss}en & D. Stolten
- 2408.10077 No Screening is More Efficient with Multiple Objects
by Shunya Noda & Genta Okada
- 2408.10066 Near-Optimal Mechanisms for Resource Allocation Without Monetary Transfers
by Moise Blanchard & Patrick Jaillet
- 2408.10016 High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
by Sid Bhatia & Sidharth Peri & Sam Friedman & Michelle Malen
- 2408.09960 Causality-Inspired Models for Financial Time Series Forecasting
by Daniel Cunha Oliveira & Yutong Lu & Xi Lin & Mihai Cucuringu & Andre Fujita
- 2408.09799 Optimal insurance design with Lambda-Value-at-Risk
by Tim J. Boonen & Yuyu Chen & Xia Han & Qiuqi Wang
- 2408.09778 Games with Planned Actions and Scouting
by Wolfgang Kuhle
- 2408.09760 Regional and spatial dependence of poverty factors in Thailand, and its use into Bayesian hierarchical regression analysis
by Irving G'omez-M'endez & Chainarong Amornbunchornvej
- 2408.09742 Paired Completion: Flexible Quantification of Issue-framing at Scale with LLMs
by Simon D Angus & Lachlan O'Neill
- 2408.09669 Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
by Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou
- 2408.09642 Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach
by Aleksandar Arandjelovi'c & Pavel V. Shevchenko & Tomoko Matsui & Daisuke Murakami & Tor A. Myrvoll
- 2408.09618 kendallknight: An R Package for Efficient Implementation of Kendall's Correlation Coefficient Computation
by Mauricio Vargas Sep'ulveda
- 2408.09607 Experimental Design For Causal Inference Through An Optimization Lens
by Jinglong Zhao
- 2408.09598 Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters
by Abhinandan Dalal & Patrick Blobaum & Shiva Kasiviswanathan & Aaditya Ramdas
- 2408.09560 Deep Learning for the Estimation of Heterogeneous Parameters in Discrete Choice Models
by Stephan Hetzenecker & Maximilian Osterhaus
- 2408.09505 Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players
by Yufan Chen & Lan Wu & Renyuan Xu & Ruixun Zhang
- 2408.09473 Undominated monopoly regulation
by Debasis Mishra & Sanket Patil
- 2408.09420 Enhancing Startup Success Predictions in Venture Capital: A GraphRAG Augmented Multivariate Time Series Method
by Zitian Gao & Yihao Xiao
- 2408.09349 Optimal stopping and divestment timing under scenario ambiguity and learning
by Andrea Mazzon & Peter Tankov
- 2408.09335 Exploratory Optimal Stopping: A Singular Control Formulation
by Jodi Dianetti & Giorgio Ferrari & Renyuan Xu
- 2408.09294 How to Make an Action Better
by Marilyn Pease & Mark Whitmeyer
- 2408.09271 Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis
by Cong Wang
- 2408.09267 Using Fermat-Torricelli points in assessing investment risks
by Sergey Yekimov
- 2408.09242 Learning to Optimally Stop Diffusion Processes, with Financial Applications
by Min Dai & Yu Sun & Zuo Quan Xu & Xun Yu Zhou
- 2408.09187 Externally Valid Selection of Experimental Sites via the k-Median Problem
by Jos'e Luis Montiel Olea & Brenda Prallon & Chen Qiu & Jorg Stoye & Yiwei Sun
- 2408.09185 Method of Moments Estimation for Affine Stochastic Volatility Models
by Yan-Feng Wu & Xiangyu Yang & Jian-Qiang Hu
- 2408.08923 Working Paper: Conflicts and the New Scramble for African Resources -- A Shift-Share Approach
by Raphael Boulat
- 2408.08908 Panel Data Unit Root testing: Overview
by Anton Skrobotov
- 2408.08874 Hydrogen Development in China and the EU: A Recommended Tian Ji's Horse Racing Strategy
by Hong Xu
- 2408.08866 High-Frequency Options Trading | With Portfolio Optimization
by Sid Bhatia
- 2408.08861 The computational power of a human society: a new model of social evolution
by David H. Wolpert & Kyle Harper
- 2408.08811 Artificial Intelligence and Strategic Decision-Making: Evidence from Entrepreneurs and Investors
by Felipe A. Csaszar & Harsh Ketkar & Hyunjin Kim
- 2408.08690 Explore-then-Commit Algorithms for Decentralized Two-Sided Matching Markets
by Tejas Pagare & Avishek Ghosh
- 2408.08678 Infinite-mean models in risk management: Discussions and recent advances
by Yuyu Chen & Ruodu Wang
- 2408.08595 A robust stochastic control problem with applications to monotone mean-variance problems
by Yuyang Chen & Tianjiao Hua & Peng Luo
- 2408.08580 Revisiting the Many Instruments Problem using Random Matrix Theory
by Helmut Farbmacher & Rebecca Groh & Michael Muhlegger & Gabriel Vollert
- 2408.08511 Systemic values-at-risk and their sample-average approximations
by Wissam AlAli & c{C}au{g}{i}n Ararat
- 2408.08483 Enhancement of price trend trading strategies via image-induced importance weights
by Zhoufan Zhu & Ke Zhu
- 2408.07969 The mean-variance portfolio selection based on the average and current profitability of the risky asset
by Yu Li & Yuhan Wu & Shuhua Zhang
- 2408.07923 When and Why is Persuasion Hard? A Computational Complexity Result
by Zachary Wojtowicz
- 2408.07879 On Accelerating Large-Scale Robust Portfolio Optimization
by Chung-Han Hsieh & Jie-Ling Lu
- 2408.07865 Capturing the Complexity of Human Strategic Decision-Making with Machine Learning
by Jian-Qiao Zhu & Joshua C. Peterson & Benjamin Enke & Thomas L. Griffiths
- 2408.07842 Quantile and Distribution Treatment Effects on the Treated with Possibly Non-Continuous Outcomes
by Nelly K. Djuazon & Emmanuel Selorm Tsyawo
- 2408.07710 Uniqueness Bias: Why It Matters, How to Curb It
by Bent Flyvbjerg & Alexander Budzier & M. D. Christodoulou & M. Zottoli
- 2408.07678 Your MMM is Broken: Identification of Nonlinear and Time-varying Effects in Marketing Mix Models
by Ryan Dew & Nicolas Padilla & Anya Shchetkina
- 2408.07653 Stylized facts in Web3
by Wei-Ru Chen & A. Christian Silva & Shen-Ning Tung
- 2408.07602 The Dial-a-Ride Problem with Limited Pickups per Trip
by Boshuai Zhao & Kai Wang & Wenchao Wei & Roel Leus
- 2408.07497 Predicting the distributions of stock returns around the globe in the era of big data and learning
by Jozef Barunik & Martin Hronec & Ondrej Tobek
- 2408.07432 Portfolio and reinsurance optimization under unknown market price of risk
by Claudia Ceci & Katia Colaneri
- 2408.07405 Modeling of Measurement Error in Financial Returns Data
by Ajay Jasra & Mohamed Maama & Aleksandar Mijatovi'c
- 2408.07361 Managing cascading disruptions through optimal liability assignment
by Jens Gudmundsson & Jens Leth Hougaard & Jay Sethuraman
- 2408.07271 The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement
by Ravi Kashyap
- 2408.07227 Stablecoin Runs and Disclosure Policy in the Presence of Large Sales
by Brian Zhu
- 2408.07185 A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models
by Maximilian Osterhaus
- 2408.06977 Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference
by Alexander Mayer & Dominik Wied
- 2408.06679 Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals
by Gregory Yampolsky & Dhruv Desai & Mingshu Li & Stefano Pasquali & Dhagash Mehta
- 2408.06661 The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
by Junshu Jiang & Jordan Richards & Raphael Huser & David Bolin
- 2408.06634 Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
by Haowei Ni & Shuchen Meng & Xupeng Chen & Ziqing Zhao & Andi Chen & Panfeng Li & Shiyao Zhang & Qifu Yin & Yuanqing Wang & Yuxi Chan
- 2408.06624 Estimation and Inference of Average Treatment Effect in Percentage Points under Heterogeneity
by Ying Zeng
- 2408.06547 Identifying Restrictions on the Random Utility Model
by Peter P. Caradonna & Christopher Turansick
- 2408.06531 Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
by St'ephane Cr'epey & Noufel Frikha & Azar Louzi & Jonathan Spence
- 2408.06519 An unbounded intensity model for point processes
by Kim Christensen & Alexei Kolokolov
- 2408.06497 Inefficiencies of Carbon Trading Markets
by Nicola Borri & Yukun Liu & Aleh Tsyvinski & Xi Wu
- 2408.06433 Endogenous Crashes as Phase Transitions
by Revant Nayar & Minhajul Islam
- 2408.06361 Large Language Model Agent in Financial Trading: A Survey
by Han Ding & Yinheng Li & Junhao Wang & Hang Chen
- 2408.06168 Reinsurance with neural networks
by Aleksandar Arandjelovi'c & Julia Eisenberg
- 2408.06103 Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics
by Xingyu Chen & Lin Liu & Rajarshi Mukherjee
- 2408.06086 A Generalised $\lambda$-Core Concept for Normal Form Games
by Subhadip Chakrabarti & Robert P Gilles & Lina Mallozzi
- 2408.06048 Hungry Professors? Decision Biases Are Less Widespread than Previously Thought
by Katja Bergonzoli & Laurent Bieri & Dominic Rohner & Christian Zehnder
- 2408.05856 Has the Recession Started?
by Pascal Michaillat & Emmanuel Saez
- 2408.05851 Maximal Social Welfare Relations on Infinite Populations Satisfying Permutation Invariance
by Jeremy Goodman & Harvey Lederman
- 2408.05847 Correcting invalid regression discontinuity designs with multiple time period data
by Dor Leventer & Daniel Nevo
- 2408.05701 Why Groups Matter: Necessity of Group Structures in Attributions
by Dangxing Chen & Jingfeng Chen & Weicheng Ye
- 2408.05690 Strong denoising of financial time-series
by Matthias J. Feiler
- 2408.05688 Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
by Mikhail Mamonov & Christopher Parmeter & Artem Prokhorov
- 2408.05672 Stochastic Calculus for Option Pricing with Convex Duality, Logistic Model, and Numerical Examination
by Zheng Cao
- 2408.05665 Change-Point Detection in Time Series Using Mixed Integer Programming
by Artem Prokhorov & Peter Radchenko & Alexander Semenov & Anton Skrobotov
- 2408.05659 A GCN-LSTM Approach for ES-mini and VX Futures Forecasting
by Nikolas Michael & Mihai Cucuringu & Sam Howison
- 2408.05653 Measuring and Controlling Fishing Capacity for Chinese Inshore Fleets
by Yi Zheng
- 2408.05652 Evaluation to Chinese marine economy in the coastal areas
by Yi Zheng
- 2408.05648 Evaluation methods and empirical research on coastal environmental performance for Chinese harbor cities
by Yi Zheng
- 2408.05632 Dynamic choices, temporal invariance and variational discounting
by Bach Dong-Xuan & Philippe Bich
- 2408.05620 A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
by Lorenc Kapllani & Long Teng
- 2408.05410 Effects of Vote Delegation in Blockchains: Who Wins?
by Hans Gersbach & Manvir Schneider & Parnian Shahkar
- 2408.05382 Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
by Ali Habibnia & Mahdi Soltanzadeh
- 2408.05342 ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments
by Ke Sun & Linglong Kong & Hongtu Zhu & Chengchun Shi
- 2408.05328 From Text to Insight: Leveraging Large Language Models for Performance Evaluation in Management
by Ning Li & Huaikang Zhou & Mingze Xu
- 2408.05223 Economic Struggles and Inflation: How Does that affect voting decision?
by Muhammad Hassan Bin Afzal
- 2408.05209 What are the real implications for $CO_2$ as generation from renewables increases?
by Dhruv Suri & Jacques de Chalendar & Ines Azevedo
- 2408.05194 The Economic Analysis of the Common Pool Method through the HARA Utility Functions
by Mu Lin & Di Zhang & Ben Chen & Hang Zheng
- 2408.05059 Democratic Favor Channel
by Ziho Park
- 2408.05047 Recurrent Stochastic Fluctuations with Financial Speculation
by Tomohiro Hirano
- 2408.04948 HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction
by Bhaskarjit Sarmah & Benika Hall & Rohan Rao & Sunil Patel & Stefano Pasquali & Dhagash Mehta
- 2408.04911 A Geometric Nash Approach in Tuning the Learning Rate in Q-Learning Algorithm
by Kwadwo Osei Bonsu
- 2408.04814 Protected Income and Inequality Aversion
by Marc Fleurbaey & Eduardo Zambrano
- 2408.04781 Relationships between six cultural scales and ten ageism dimensions: Correlation analysis using data from 31 countries
by Keisuke Kokubun
- 2408.04758 Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
by T. Choulli & S. Alsheyab
- 2408.04730 Vela: A Data-Driven Proposal for Joint Collaboration in Space Exploration
by Holly M. Dinkel & Jason K. Cornelius
- 2408.04717 Redefining Accountability: Navigating Legal Challenges of Participant Liability in Decentralized Autonomous Organizations
by Aneta Napieralska & Przemys{l}aw Kk{e}pczy'nski
- 2408.04644 Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
by Victor Olkhov
- 2408.04617 Difference-in-Differences for Health Policy and Practice: A Review of Modern Methods
by Shuo Feng & Ishani Ganguli & Youjin Lee & John Poe & Andrew Ryan & Alyssa Bilinski
- 2408.04573 Revealed Invariant Preference
by Peter Caradonna & Christopher P. Chambers
- 2408.04552 Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics
by L. Sanna Stephan
- 2408.04509 Robust Market Design with Opaque Announcements
by Aram Grigoryan & Markus Moller
- 2408.04508 Scarce Workers, High Wages?
by Erik-Benjamin Borschlein & Mario Bossler & Martin Popp
- 2408.04385 Non-maximizing policies that fulfill multi-criterion aspirations in expectation
by Simon Dima & Simon Fischer & Jobst Heitzig & Joss Oliver
- 2408.03930 Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens
by Zhan Gao & Hyungsik Roger Moon
- 2408.03926 New fairness criteria for truncated ballots in multi-winner ranked-choice elections
by Adam Graham-Squire & Matthew I. Jones & David McCune
- 2408.03689 The Design and Price of Influence
by Raphael Boleslavsky & Aaron Kolb
- 2408.03659 Firms' Risk Adjustments to Minimum Wage: Financial Leverage and Labor Share Trade-off
by Ying Liang
- 2408.03655 Consumer Transactions Simulation through Generative Adversarial Networks
by Sergiy Tkachuk & Szymon {L}ukasik & Anna Wr'oblewska
- 2408.03594 Forecasting High Frequency Order Flow Imbalance
by Aditya Nittur Anantha & Shashi Jain
- 2408.03579 "The Strength of Weak Ties" Varies Across Viral Channels
by Shan Huang & Yuan Yuan & Yi Ji
- 2408.03530 Robust Identification in Randomized Experiments with Noncompliance
by D'esir'e K'edagni & Huan Wu & Yi Cui
- 2408.03328 Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market
by Aabid Karim & Heman Das Lohano
- 2408.03320 Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by Siqiao Zhao & Zhikang Dong & Zeyu Cao & Raphael Douady
- 2408.03181 Correlation emergence in two coupled simulated limit order books
by Dominic Bauer & Derick Diana & Tim Gebbie
- 2408.03147 Risk sharing with Lambda value at risk under heterogeneous beliefs
by Peng Liu & Andreas Tsanakas & Yunran Wei
- 2408.03137 Efficient Asymmetric Causality Tests
by Abdulnasser Hatemi-J
- 2408.03134 Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets
by Christoph Czichowsky & Martin Herdegen & David Martins
- 2408.03116 Centralization in Attester-Proposer Separation
by Mallesh Pai & Max Resnick
- 2408.03034 A Course in Dynamic Optimization
by Bar Light
- 2408.02973 Comparative analysis of stationarity for Bitcoin and the S&P500
by Yaoyue Tang & Karina Arias-Calluari & Michael S. Harr'e
- 2408.02942 The Impossible Trinity of Human Space Usage between Home, Workplace and Amenity
by Shizhen Wang & Stanimira Milcheva
- 2408.02757 A nonparametric test for diurnal variation in spot correlation processes
by Kim Christensen & Ulrich Hounyo & Zhi Liu
- 2408.02700 Inventory problems and the parametric measure $m_{\lambda}$
by Irina Georgescu
- 2408.02694 KAN based Autoencoders for Factor Models
by Tianqi Wang & Shubham Singh
- 2408.02634 CLVR Ordering of Transactions on AMMs
by Robert McLaughlin & Nir Chemaya & Dingyue Liu & Dahlia Malkhi
- 2408.02573 Testing identifying assumptions in Tobit Models
by Santiago Acerenza & Ot'avio Bartalotti & Federico Veneri
- 2408.02558 Peer-induced Fairness: A Causal Approach for Algorithmic Fairness Auditing
by Shiqi Fang & Zexun Chen & Jake Ansell
- 2408.02492 Bargaining via Weber's law
by V. G. Bardakhchyan & A. E. Allahverdyan
- 2408.02477 Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels
by Herv'e Andr`es & Benjamin Jourdain
- 2408.02467 Inferring firm-level supply chain networks with realistic systemic risk from industry sector-level data
by Massimiliano Fessina & Giulio Cimini & Tiziano Squartini & Pablo Astudillo-Est'evez & Stefan Thurner & Diego Garlaschelli
- 2408.02410 Fairness in Multi-Proposer-Multi-Responder Ultimatum Game
by Hana Krakovsk'a & Rudolf Hanel & Mark Broom
- 2408.02401 An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
by Soren Bettels & Stefan Weber
- 2408.02391 Kullback-Leibler-based characterizations of score-driven updates
by Ramon de Punder & Timo Dimitriadis & Rutger-Jan Lange
- 2408.02355 Quantile Regression using Random Forest Proximities
by Mingshu Li & Bhaskarjit Sarmah & Dhruv Desai & Joshua Rosaler & Snigdha Bhagat & Philip Sommer & Dhagash Mehta
- 2408.02339 Modeling the impact of Climate transition on real estate prices
by Lionel Sopgoui
- 2408.02322 Consistent time travel for realistic interactions with historical data: reinforcement learning for market making
by Vincent Ragel & Damien Challet
- 2408.02289 PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
by J. G. L'opez-Salas & S. P'erez-Rodr'iguez & C. V'azquez
- 2408.02273 Machine Learning-based Relative Valuation of Municipal Bonds
by Preetha Saha & Jingrao Lyu & Dhruv Desai & Rishab Chauhan & Jerinsh Jeyapaulraj & Philip Sommer & Dhagash Mehta
- 2408.02217 Climate-Driven Doubling of U.S. Maize Loss Probability: Interactive Simulation with Neural Network Monte Carlo
by A Samuel Pottinger & Lawson Connor & Brookie Guzder-Williams & Maya Weltman-Fahs & Nick Gondek & Timothy Bowles
- 2408.02137 The indifference value of the weak information
by Fabrice Baudoin & Oleksii Mostovyi
- 2408.02064 A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
by Mark Stedman & Luca Capriotti
- 2408.01985 Analysis of Factors Affecting the Entry of Foreign Direct Investment into Indonesia (Case Study of Three Industrial Sectors in Indonesia)
by Tracy Patricia Nindry Abigail Rolnmuch & Yuhana Astuti
- 2408.01898 Efficient simulation of the SABR model
by Jaehyuk Choi & Lilian Hu & Yue Kuen Kwok
- 2408.01887 The Logic of Political Survival Revisited: Consequences of Elite Uncertainty Under Authoritarian Rule
by Tamar Zeilberger
- 2408.01782 Are EU low-carbon structural funds efficient in reducing emissions?
by Marco Due~nas & Antoine Mandel
- 2408.01772 Investment strategies based on forecasts are (almost) useless
by Michael Weba
- 2408.01673 Strategic Analysis of Fair Rank-Minimizing Mechanisms with Agent Refusal Option
by Yasunori Okumura
- 2408.01642 Neural Term Structure of Additive Process for Option Pricing
by Jimin Lin & Guixin Liu
- 2408.01499 NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
by Achintya Gopal
- 2408.01470 SABR/LIBOR market models: pricing and calibration for some interest rate derivatives
by A. M. Ferreiro & J. A. Garc'ia & J. G. L'opez-Salas & C. V'azquez
- 2408.01387 NeuralBeta: Estimating Beta Using Deep Learning
by Yuxin Liu & Jimin Lin & Achintya Gopal
Printed from https://ideas.repec.org/s/arx/papers14.html
